DebtRank Systemic Risk Estimation Method

Method to assess the distress of nodes in an interbank network

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Attribution requirements DebtRank: A Microscopic Foundation for Shock Propagation, Marco Bardoscia, Stefano Battiston, Fabio Caccioli, Guido Caldarelli, PLoS ONE 10(6): e0130406 (2015), doi:10.1371/journal.pone.0130406
Basic rights Temporary download of a single copy only
CreationDate 2016-07-06
Creator Squartini, Tiziano,,
Field/Scope of use Research only
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Owner Squartini, Tiziano,,
ProgrammingLanguage Matlab/Python
Related Paper
Restrictions on use The related paper must be cited in any publication making use of the method itself
Territory of use World Wide
ThematicCluster Social Network Analysis
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input The (known or reconstructed) interbank network and banks' equity at the first two time-steps
output Nodes ranking according to the level of distress
system:type Method
Management Info
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Author Squartini Tiziano
Maintainer Squartini Tiziano
Version 1
Last Updated 2 May 2017, 12:53 (CEST)
Created 14 September 2016, 15:37 (CEST)